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Created a Parabolic SAR strategy where price has to close under/above the level before for it to reverse. This way it should be a bit more stable and protect you from false breakouts.

License: BSD 2-Clause "Simplified" License

Python 100.00%

parabolic-stop-and-reverse-psar-strategy-at-closing-period-updated-v.3.5's Introduction

PARABOLIC-STOP-AND-REVERSE-PSAR-Strategy-at-closing-period-updated-v.3.5

Instructions are pretty straightforward for this one, simply pull and execute. The only note to consider is that I had to adjust the built-in "SAR" function so I implemented PSAR from scratch. If you're interested in the mechanics that underpin the model review the code.

You can also adjust it to your liking if you have a custom modification of PSAR available.

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